Ioannis Bikouvarakis, "Optimization of cryptocurrency portfolios", Master Thesis, School of Production Engineering and Management, Technical University of Crete, Chania, Greece, 2019
https://doi.org/10.26233/heallink.tuc.83646
Τhe aim of this master thesis is, at first, to present in detail the world of cryptocurrencies. To analyze thoroughly the main cryptocurrencies in terms of capitalization, to list their characteristics, similarities and differences and to present on a theoretical level definitions and practices in financial science and more specifically in cryptocurrencies portfolios. In the practical part, byusing MATLAB, and with the introduction of the collected data in the platform, conclusions are drawn on optimizing a cryptocurrency portfolio. Thus, ways to invest in cryptocurrencies with the least possible risk are proposed.